Related papers: Large deviations of lattice Hamiltonian dynamics c…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and L\'evy noises. The fast variables evolve at much faster time scale than the slow variables, but they are…
We apply the approximate dynamics derived from the Gaussian time-dependent variational principle to the Hamiltonian $ \hat H= {1/2}(\hat p_x ^2+ \hat p_y ^2)+ {1/2}\hat x^2\hat y^2$, which is strongly chaotic in the classical limit. We are…
In this paper, we establish a large deviation principle for stochastic differential delay equations driven by both Brownian motions and Poisson random measures. The weak convergence method plays an important role.
We argue that one can model deviations from the ensemble average in non-equilibrium statistical mechanics by promoting the Boltzmann equation to an equation in terms of {\em functionals} , representing possible candidates for phase space…
Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…
We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…
This work is concerned with the large deviation principle for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. We adopt the weak convergence method…
We consider the boundary driven harmonic model, i.e. the Markov process associated to the open integrable XXX chain with non-compact spins. Using the factorial moments we characterize the stationary measure as a mixture of product measures.…
We investigate a boundary-driven Ginzburg-Landau dynamics with long-range interactions. In the hydrodynamic limit, the macroscopic evolution is governed by a fractional heat equation with Dirichlet boundary conditions, while the…
We investigate the possibility of characterizing the different thermalization pathways through a large-deviation approach. Specifically, we consider clean, disordered and quasi-periodic harmonic chains under energy and momentum-conserving…
For systems in nonequilibrium steady states, a novel modulated Gaussian probability distribution is derived to incorporate a new phenomenon of biased current fluctuations, discovered by recent laboratory experiments and confirmed by…
We introduce time-inhomogeneous stochastic volatility models, in which the volatility is described by a nonnegative function of a Volterra type continuous Gaussian process that may have very rough sample paths. The main results obtained in…
We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…
The relativistic extension of the classic stellar structure equations is investigated. It is pointed out that the Tolman-Oppenheimer-Volkov (TOV) equation with the gradient equation for local gravitational mass can be made complete as a…
Nonreciprocal interactions that violate Newton's law 'actio=reactio' are ubiquitous in nature and are currently intensively investigated in active matter, chemical reaction networks, population dynamics, and many other fields. An…
The Onsager linear relations between macroscopic flows and thermodynamics forces are derived from the point of view of large deviation theory. For a given set of macroscopic variables, we consider the short-time evolution of…
The goal of this paper is to review several qualitative properties of well-known eigenvalue problems using a different perspective based on the theory of effective Hamiltonians, working exclusively on the Hopf-Cole transform of the…
We consider and compare four Hamiltonian formulations of thermostated mechanics, three of them kinetic, and the other one configurational. Though all four approaches ``work'' at equilibrium, their application to many-body nonequilibrium…
We study the stochastic thermodynamics of an overdamped harmonic chain, which can be viewed equivalently as a 1D Rouse chain or as an approximate model of single file diffusion. We discuss mainly two levels of description of this system:…